independent identically distributed variables
ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES.
... In the special class problems, using methods of the theory of generating functions and principles of random walks, we consider the problem of determining the distribution of the variable[r] ...
5
Characteristic function approach to the sum of stochastic variables
... is independent and identically distributed) seems to fit well a financial data set sampled from the intraday Brazilian real-US dollar rate of year ...
30
AVERAGE NUMBER OF REAL ZEROS OF RA NDOM TRIGONOMETRIC POLYNOMIAL
... KEYWORDS AND PHRASES: Independent, identically distributed random variables, random algebraic polynomial, random algebraic equation, real roots, domain of attraction of.. the nor[r] ...
7
Tail Behavior of Threshold Models with Innovations in the Domain of Attraction of the Double Exponential Distribution
... general, the coefficient and the noise are assumed to be independent. The latter condition is often not satisfied in applications. Diop and Guégan [5] studied the threshold autoregressive stochastic volatility ...
6
On the constant in the nonuniform version of the Berry Esseen theorem
... for independent random variables via Stein-Chen-Shao ...dom variables are not necessarily identically distributed and the existence of their third moments are not ...
17
On joint distributions of order statistics for a discrete case
... of independent and identically distributed (iid) random vec- tors and thus also for order statistics of random ...random variables in terms of Radon-Nikodym derivatives with respect to product ...
12
Convergence to a self-normalized G-Brownian motion
... with independent and stationary ...for independent and identically distributed random variables under the sub-linear expectation with the limit process being a G-Brownian motion ...
25
A important method for the probability limit theory of exchangeable random variables
... the independent and identically distributed random variable sequence is the simplest exchangeable random variable ...of independent and identically distributed random variable ...
6
Limit theorems for empirical Fréchet means of independent and non identically distributed manifold valued random variables
... in particular how then to extend the mathematical application of martingale theory beyond the theory of linear elliptic differential equations to the theory of harmonic maps [Kendall (1990); Picard (1994)]. In particular ...
31
Order Statistics from Non-Identical Standard Type II Generalized Logistic Variables and Applications at Moments
... Abstract: In this paper the moment generating function of order statistics arising from independent non-identically distributed (INID) Standard type II Generalized logistic (SGLII) variables ...
5
Rates of convergence of lognormal extremes under power normalization
... Theorem . Let {Xn , n ≥ } denote an independent identically distributed random variables sequence with common df F following the lognormal distribution.. 4 Proofs First of all, we pro[r] ...
10
On the weak law of large numbers for normed weighted sums of I I D random variables
... Weighted sums of independent and identically distributed random variables, weak law of large numbers, convergence in probability, random indices, strong law of large numbers, almost cert[r] ...
12
A Robust Estimator of R = P(X > Y ) of Heavy tailed Distributions and its Sampling Distributions
... Because of the real life applications of the Pareto dis- tribution and because most of the real data (heavy- tailed) under consideration recently are Pareto tailed, the estimate of R and related inference is important. ...
5
STRONG RESULT & ASYMPTOTIC ESTIMATES OF REAL ZEROS OF RANDOM POLYNOMIALS
... Keywords and phrases: Independent, identically distributed random variables, random algebraic polynomial, random algebraic equation, real roots, domain of attraction of the n[r] ...
8
Several Inequalities on Moment of Uncertain Variables
... The primary innovation point of this paper is establishing several new inequalities on uncertain variable to estimate the upper or lower bounds of the moments of uncertain variable or the uncertain measure of events. ...
6
Moment-Generating Functions and Reproductive Properties of Distributions
... is written as an infinite series or improper integral depending on whether the random variable is discrete or continuous. The method of moment- generating functions to evaluate the expectation and variance of a random ...
7
A Note on the Strong Law of Large Numbers
... Abstract. Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically dis- tributed ...
6
Robust Estimation via Measurement Error Modeling
... Deriving the posterior joint density of θ and the unobserved errors Z 1 , . . . , Z n can be difficult to perform both analytically and numerically. The problem is solved by using MCMC methods, that are useful for cases ...
102
Performance measures of M(x) / G / 1 Queue with Balking
... of identically distributed ...are identically distributed and the main objective is the determination of optimal N-policy in addition to the determination of the system size ...
8
Polar codes for non identically distributed channels
... The remainder of this paper is organized as follows. In the second section, we analyze the polarization pro- cess on a time-invariant non-identical parallel channel. This corresponds to a parallel channel with determin- ...
17